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NinjaQuanta
Indicator

Session VWAP

An anchored VWAP from the session open with standard-deviation bands — showing where price sits relative to the day's volume-weighted mean.

The volume-weighted average price, anchored to the session open and rebuilt each day, with standard-deviation bands drawn at the multiples you set. It shows where price is trading relative to the session’s volume-weighted mean, and how many standard deviations it sits from that mean.

It computes and draws — nothing more. There are no arrows, no alerts, and no calls on which way price will go next; the VWAP and its bands on a closed bar don’t change afterward. What you make of the reading is up to you.

What it shows

  • The session-anchored volume-weighted average price, rebuilt from the session open each day.
  • Standard-deviation bands above and below the VWAP, at the multiples you choose.
  • How many standard deviations price is trading from the session's volume-weighted mean.

Settings

NameDefaultDescription
SessionAnchor09:30Time the VWAP begins accumulating each session (exchange local time).
Bands2How many standard-deviation bands to draw on each side (0–3).
BandMultiples1, 2The standard-deviation multiples for each band.
ShowLabelstruePrint the VWAP and band values at the right edge.

What you get

  • SessionVWAP.csfull editable source
  • SessionVWAP.zipone-click NinjaScript import

Install

  1. 01

    Import the indicator

    Tools → Import → NinjaScript Add-On… and select SessionVWAP.zip.

  2. 02

    Add it to a chart

    Right-click the chart → Indicators → SessionVWAP, set the session anchor, and apply.

  1. 01

    Compile from source

    Place SessionVWAP.cs under Documents/NinjaTrader 8/bin/Custom/Indicators and press F5.

Support

Typical response within 1 business day.

Covered

  • Install & compile help
  • Settings questions
  • Bug fixes in the shipped code

Not covered

  • Custom modifications (→ Upwork)
  • Trade signals or advice

14-day fix-or-refund if it doesn't work as described — source-available, so it covers genuine defects, not a change of mind.